I still to this day feel like I'm being snitched on, even if I own the hardware directly.

Probably some MS server =|

They collect and send the filenames on your disk, and other arbitrary stuff. Why not?!

So harsh right? I felt bad the first couple of times even if it was my own computer!

You'll be asked to enable .NET and Simple TCPIP services, and a mailbox file created under C:\ will open on Notepad every logins thereafter.

Santa Claus, if XKCD is to be believed

https://xkcd.com/838/

The people demand to know.

The boring answer would be the event viewer snap-in.

Alternatively, a stern yet extremely polite mail from Raymond Chen asking what you were actually trying to accomplish.

ASCII Clippy appears: "It looks like you're trying to do privilege escalation"

Isn't that followed by "Would you like me to help you with that?"

My fingers are still starting to shake if I accidentally miss-typed the sudo password 2 times. Even on my own server, where the incident will be reported to myself!

To Santa of course

They'll be sent directly to -- MARK --.